WTAI vs. NTSX

Last updated Jun 4, 2026

WTAI (WisdomTree Artificial Intelligence and Innovation Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WTAI is a Technology Equities fund tracking the WisdomTree Artificial Intelligence & Innovation Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WTAI is passively managed, while NTSX is actively managed. Over the past 3 years, WTAI returned 37.21%/yr vs 19.38%/yr for NTSX. Their correlation of 0.81 suggests significant overlap in exposure. WTAI charges 0.45%/yr vs 0.20%/yr for NTSX.

Performance

WTAI vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTAI achieves a 59.81% return, which is significantly higher than NTSX's 8.62% return.

WTAI

• 1D: -0.89%
• 1M: 26.62%
• YTD: 59.81%
• 6M: 58.39%
• 1Y: 109.20%
• 3Y*: 37.21%
• 5Y*: —
• 10Y*: —

NTSX

• 1D: -1.05%
• 1M: 4.37%
• YTD: 8.62%
• 6M: 7.83%
• 1Y: 25.27%
• 3Y*: 19.38%
• 5Y*: 9.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTAI vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WTAI WisdomTree Artificial Intelligence and Innovation Fund	59.81%	34.83%	6.53%	46.32%	-42.27%	-0.83%
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-25.84%	1.39%

Correlation

The correlation between WTAI and NTSX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since Dec 10, 2021	0.81

The correlation between WTAI and NTSX has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

WTAI vs. NTSX - Sectors Allocation Comparison

Sectors	WTAI	NTSX
Technology	71.6%	35.1%
Consumer Cyclical	8.3%	10.1%
Communication Services	7.2%	12.5%
Industrials	5.6%	7.7%
Financial Services	3.8%	12.3%
Utilities	0.9%	2.1%
Consumer Defensive	0.4%	5.5%
Basic Materials	-	1.4%
Energy	-	3.5%
Healthcare	-	8.4%
Real Estate	-	1.5%

Return for Risk

WTAI vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTAI

WTAI Risk / Return Rank: 92
WTAI Sharpe Ratio Rank: 95
WTAI Sortino Ratio Rank: 90
WTAI Omega Ratio Rank: 89
WTAI Calmar Ratio Rank: 94
WTAI Martin Ratio Rank: 91

NTSX

NTSX Risk / Return Rank: 60
NTSX Sharpe Ratio Rank: 60
NTSX Sortino Ratio Rank: 58
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 55
NTSX Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTAI vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and WisdomTree U.S. Efficient Core Fund (NTSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	WTAI	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	3.87	2.06	+1.81
Sortino ratio: Return per unit of downside risk	4.29	2.81	+1.48
Omega ratio: Gain probability vs. loss probability	1.57	1.37	+0.20
Calmar ratio: Return relative to maximum drawdown	7.12	2.77	+4.35
Martin ratio: Return relative to average drawdown	22.73	12.25	+10.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTAI vs. NTSX - Sharpe Ratio Comparison

The current WTAI Sharpe Ratio is 3.87, which is higher than the NTSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of WTAI and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTAI	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.87	2.06	+1.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.71	-0.20

Drawdowns

WTAI vs. NTSX - Drawdown Comparison

The maximum WTAI drawdown since its inception was -45.92%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WTAI and NTSX.

Drawdown Indicators

	WTAI	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-45.92%	-31.34%	-14.58%
Max Drawdown (1Y) Largest decline over 1 year	-15.42%	-9.16%	-6.26%
Max Drawdown (3Y) Largest decline over 3 years	-31.83%	-16.82%	-15.01%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.34%	—
Current Drawdown Current decline from peak	-0.89%	-1.05%	+0.16%
Average Drawdown Average peak-to-trough decline	-19.80%	-6.79%	-13.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.82%	2.07%	+2.75%

Volatility

WTAI vs. NTSX - Volatility Comparison

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) has a higher volatility of 10.86% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.39%. This indicates that WTAI's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTAI	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.86%	3.39%	+7.47%
Volatility (6M) Calculated over the trailing 6-month period	22.71%	9.58%	+13.13%
Volatility (1Y) Calculated over the trailing 1-year period	28.39%	12.31%	+16.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.99%	17.04%	+13.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.99%	18.27%	+12.72%

WTAI vs. NTSX - Expense Ratio Comparison

WTAI has a 0.45% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

WTAI vs. NTSX - Dividend Comparison

WTAI's dividend yield for the trailing twelve months is around 1.13%, more than NTSX's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	1.08%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%
WTAI WisdomTree Artificial Intelligence and Innovation Fund	1.13%	1.81%	0.19%	0.24%	0.22%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WTAI and NTSX in my portfolio?

WTAI and NTSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTAI or NTSX?

WTAI has higher volatility (10.86%) compared to NTSX (3.39%). In terms of maximum drawdown, WTAI dropped -45.92% vs NTSX's -31.34%.

Which ETF is better, WTAI or NTSX?

On 3-year performance, WTAI leads with 37.21% vs 19.38% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTAI or NTSX?

Over the 3-year period, WTAI has performed better with a 37.21% return vs 19.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTAI or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.45% for WTAI.

Which ETF pays a higher dividend yield, WTAI or NTSX?

WTAI has the higher dividend yield at 1.13%, compared with 1.08% for NTSX.

What is the main difference between WTAI and NTSX?

WTAI is categorized as Technology Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.45% for WTAI and 0.20% for NTSX.

Which has better risk-adjusted returns?

WTAI currently has the higher Sharpe Ratio (3.87 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.